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Details about Marina Marena

Workplace:Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino (University of Turin), (more information at EDIRC)

Access statistics for papers by Marina Marena.

Last updated 2013-09-23. Update your information in the RePEc Author Service.

Short-id: pma1907

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Journal Articles


  1. Z -Transform and preconditioning techniques for option pricing
    Quantitative Finance, 2012, 12, (9), 1381-1394 Downloads View citations (2)


  1. Analytical pricing of discretely monitored Asian-style options: Theory and application to commodity markets
    Journal of Banking & Finance, 2008, 32, (10), 2033-2045 Downloads View citations (17)


  1. Un metodo di valutazione di un portafoglio assicurativo vita
    Decisions in Economics and Finance, 1994, 17, (2), 61-77 Downloads
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